Publications

Detection and localization of changes in a panel of densities
Kutta, T., Jach, A., Haddad, M.F.C., Kokoszka, P., Wang, H.
Journal of Multivariate Analysis, Forthcoming

Supervised t-SNE for metric learning using stochastic and geodesic distances
Neto, A. C., Levada A.L.M., Haddad, M.F.C.
IEEE Canadian Journal of Electrical and Computer Engineering, Forthcoming

A new kernel density estimation-based entropic isometric feature mapping for unsupervised metric learning
Neto, A. C., Levada A.L.M., Haddad, M.F.C.

Annals of Data Science, 2024

Adaptive 𝑘-nearest neighbor classifier based on the local estimation of the shape operator
Levada, A.L.M., Nielsen, F., Haddad, M.F.C.
arXiv, 2024

The two-component Beta-t-QVAR-M-lev: A new forecasting model
Haddad, M.F.C., Blazsek, S., Arestis, P., Fuerst, F., Sheng, H.H.
Financial Markets and Portfolio Management, 2023

How are climate policies assessed in emerging economies? A study of ex-ante policy appraisal in Brazil, China, and India
Qin, J., Lynch, C., Barbrook-Johnson, P., Salas, P., Yang, G., Haddad, M.F.C., M., Nijsse, F., Pasqualino, R., Mercure, J.F.
Climate Policy, 2023

Score-driven multi-regime Markov-switching EGARCH: Empirical evidence using the Meixner distribution
Blazsek, S., Haddad, M.F.C.
Studies in Nonlinear Dynamics and Econometrics, 2022

Crises and the development of economic institutions: A narrow replication of Rajan and Ramcharan (2016) through a multilevel econometric approach
Fávero, L.P.L., Haddad, M.F.C., Souza, R.F.
Springer Nature Business and Economics, 2022

Multilevel evidence on how policymakers may reduce avoidable deaths due to Covid-19: The case of Brazil
Souza, R.F., Fávero, L.P.L., Haddad, M.F.C., Corrêa, H.L.
International Journal of Mathematics in Operational Research, 2022

Harnessing the power of intersection for pattern recognition: A novel unsupervised learning method and its application to financial engineering

Haddad, M.F.C.

Engineering Reports, 2021

A Kullback-Leibler divergence-based locally linear embedding method: A novel parametric approach for cluster analysis
Levada A.L.M., Haddad, M.F.C.
Brazilian Conference on Intelligent Systems, Springer, Cham, 2021

Entropic Laplacian eigenmaps for unsupervised metric learning
Levada A.L.M., Haddad, M.F.C.
34th SIBGRAPI Conference on Graphics, Patterns and Images, IEEE, 2021

The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns
Makkonen, A., Vallström, D., Uddin, G.S., Rahman, M.L., Haddad, M.F.C.
Energy Economics, 2021

Count data regression analysis: Concepts, overdispersion detection, zero-inflation identification, and applications with R
Fávero, L.P.L., Souza, R.F., Belfiore, P., Corrêa, H.L., Haddad, M.F.C.
Practical Assessment, Research, and Evaluation, 2021

Is there an economic case for energy-efficient dwellings in the UK private rental market?
Fuerst, F., Haddad, M.F.C., Adan, H.
Journal of Cleaner Production, 2020

Real estate data to analyse the relationship between property prices, sustainability levels and socio-economic indicators
Fuerst, F., Haddad, M.F.C.
Data in Brief, 2020

Sphere-sphere intersection for investment portfolio diversification - A new data-driven cluster analysis
Haddad, M.F.C.
MethodsX, 2019